PREVIEW / futures_30min / 2014-07-21

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-21.parquet
  size:    69 KB
  rows:    2,816

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2014-07-21 00:00:00	ES	Futures	2054.16	2054.16	2053.64	2053.64	1008.0
2014-07-21 00:30:00	ES	Futures	2053.64	2054.42	2053.64	2054.16	570.0
2014-07-21 01:00:00	ES	Futures	2054.16	2054.16	2053.38	2053.64	845.0
2014-07-21 01:30:00	ES	Futures	2053.64	2053.9	2053.38	2053.9	707.0
2014-07-21 02:00:00	ES	Futures	2053.64	2054.42	2053.64	2054.16	3533.0
2014-07-21 02:30:00	ES	Futures	2054.16	2054.42	2053.38	2053.64	2993.0
2014-07-21 03:00:00	ES	Futures	2053.38	2053.64	2051.55	2052.34	23041.0
2014-07-21 03:30:00	ES	Futures	2052.34	2053.12	2049.99	2050.77	16749.0
2014-07-21 04:00:00	ES	Futures	2050.77	2051.03	2048.95	2049.47	19405.0
2014-07-21 04:30:00	ES	Futures	2049.47	2051.81	2049.47	2050.51	9504.0
2014-07-21 05:00:00	ES	Futures	2050.51	2052.34	2050.51	2052.34	7442.0
2014-07-21 05:30:00	ES	Futures	2052.34	2053.64	2052.07	2052.6	9216.0
2014-07-21 06:00:00	ES	Futures	2052.6	2052.6	2050.51	2052.07	8646.0
2014-07-21 06:30:00	ES	Futures	2052.07	2052.86	2049.99	2050.25	10364.0
2014-07-21 07:00:00	ES	Futures	2050.25	2051.81	2049.47	2051.55	13547.0
2014-07-21 07:30:00	ES	Futures	2051.55	2051.55	2049.99	2050.77	9136.0
2014-07-21 08:00:00	ES	Futures	2050.77	2051.81	2049.99	2050.77	10201.0
2014-07-21 08:30:00	ES	Futures	2051.03	2051.55	2049.99	2050.77	11042.0
2014-07-21 09:00:00	ES	Futures	2050.51	2050.77	2046.86	2049.47	40415.0
2014-07-21 09:30:00	ES	Futures	2049.47	2051.29	2046.6	2050.25	182026.0
2014-07-21 10:00:00	ES	Futures	2050.25	2050.77	2045.82	2048.17	140625.0
2014-07-21 10:30:00	ES	Futures	2048.17	2048.17	2042.17	2043.47	158224.0
2014-07-21 11:00:00	ES	Futures	2043.47	2047.9	2042.43	2047.12	112475.0
2014-07-21 11:30:00	ES	Futures	2047.38	2048.69	2044.78	2048.43	86949.0
2014-07-21 12:00:00	ES	Futures	2048.43	2048.69	2046.34	2046.6	53447.0
2014-07-21 12:30:00	ES	Futures	2046.6	2048.17	2046.34	2047.38	30394.0
2014-07-21 13:00:00	ES	Futures	2047.12	2051.55	2046.86	2051.29	56140.0
2014-07-21 13:30:00	ES	Futures	2051.29	2053.12	2050.25	2052.34	44213.0
2014-07-21 14:00:00	ES	Futures	2052.07	2053.12	2050.77	2051.29	39721.0
2014-07-21 14:30:00	ES	Futures	2051.29	2053.38	2050.25	2052.6	54271.0
2014-07-21 15:00:00	ES	Futures	2052.34	2053.64	2051.29	2053.38	54355.0
2014-07-21 15:30:00	ES	Futures	2053.12	2053.38	2050.77	2051.81	90466.0
2014-07-21 16:00:00	ES	Futures	2051.81	2052.07	2049.47	2049.99	86611.0
2014-07-21 16:30:00	ES	Futures	2049.99	2050.25	2048.95	2049.21	7595.0
2014-07-21 17:00:00	ES	Futures	2049.21	2049.21	2048.69	2049.21	1535.0
2014-07-21 18:00:00	ES	Futures	2049.21	2049.73	2048.69	2049.21	2921.0
2014-07-21 18:30:00	ES	Futures	2049.47	2049.47	2048.95	2049.21	726.0
2014-07-21 19:00:00	ES	Futures	2048.95	2049.47	2048.95	2049.21	556.0
2014-07-21 19:30:00	ES	Futures	2049.21	2049.47	2048.95	2049.21	764.0
2014-07-21 20:00:00	ES	Futures	2049.47	2050.25	2049.21	2049.47	2070.0
2014-07-21 20:30:00	ES	Futures	2049.47	2050.25	2049.21	2050.25	2360.0
2014-07-21 21:00:00	ES	Futures	2050.25	2050.51	2049.73	2049.99	1944.0
2014-07-21 21:30:00	ES	Futures	2049.99	2052.07	2049.73	2051.55	5226.0
2014-07-21 22:00:00	ES	Futures	2051.81	2052.07	2051.55	2052.07	1557.0
2014-07-21 22:30:00	ES	Futures	2052.07	2052.07	2051.55	2051.81	742.0
2014-07-21 23:00:00	ES	Futures	2052.07	2052.34	2051.55	2052.07	1035.0
2014-07-21 23:30:00	ES	Futures	2052.07	2052.34	2051.29	2051.81	2644.0
2014-07-21 00:00:00	NQ	Futures	4587.84	4588.43	4587.26	4588.13	143.0
2014-07-21 00:30:00	NQ	Futures	4588.13	4589.59	4588.13	4589.01	80.0
2014-07-21 01:00:00	NQ	Futures	4589.01	4589.01	4587.55	4587.84	67.0

> showing 50 of 2,816 rows — these rows as CSV

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